Publicaciones en colaboración con investigadores/as de Emory University (3)

2019

  1. Choosing expected shortfall over VaR in Basel III using stochastic dominance

    International Review of Economics and Finance, Vol. 60, pp. 95-113

2017

  1. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

    PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)

2015

  1. A stochastic dominance approach to financial risk management strategies

    Journal of Econometrics, Vol. 187, Núm. 2, pp. 472-485